+1,236.8%
EWY vs SHW
+5,889.2%
-4,652.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +4.8% | -3.2% | +8.0% | +6.3% |
| 30D | +11.7% | -9.5% | +21.2% | +16.5% |
| 3M | -7.4% | +11.5% | -18.9% | -12.5% |
| 6M | +40.6% | -3.5% | +44.1% | +41.7% |
| YTD | +94.3% | +3.7% | +90.5% | +89.7% |
| 1Y | +164.3% | -7.9% | +172.2% | +170.2% |
| 3Y | +221.0% | +24.7% | +196.3% | +183.9% |
| 5Y | +139.1% | +13.6% | +125.5% | +112.9% |
| 10Y | +298.8% | +283.0% | +15.8% | +97.1% |
| All | +1,236.8% | +5,889.2% | -4,652.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling